1984
DOI: 10.1214/aop/1176993220
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Boundary Value Problems and Sharp Inequalities for Martingale Transforms

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Cited by 295 publications
(319 citation statements)
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“…Assume that ( , F , P) is a complete probability space, equipped with (F t ) t≥0 , a nondecreasing family of sub-σ -fields of F , such that F 0 contains all the events of probability 0. Let X, Y be two adapted martingales taking values in a certain separable Hilbert space (H, | · |), which may and will be taken to be equal to 2 A celebrated theorem of Burkholder [7] compares the L p -norms of differentially subordinated martingales. We would like to mention that the result was originally formulated in the discrete-time case, and the extension below is due to Wang [17] (see also [8] …”
Section: A Martingale Inequalitymentioning
confidence: 99%
“…Assume that ( , F , P) is a complete probability space, equipped with (F t ) t≥0 , a nondecreasing family of sub-σ -fields of F , such that F 0 contains all the events of probability 0. Let X, Y be two adapted martingales taking values in a certain separable Hilbert space (H, | · |), which may and will be taken to be equal to 2 A celebrated theorem of Burkholder [7] compares the L p -norms of differentially subordinated martingales. We would like to mention that the result was originally formulated in the discrete-time case, and the extension below is due to Wang [17] (see also [8] …”
Section: A Martingale Inequalitymentioning
confidence: 99%
“…So far, the best results in this direction is the inequality ||B|| L p (C)→L p (C) ≤ 1.575(p * − 1) of Bañuelos and Janakiraman, and the estimate ||B|| L p (C)→L p (C) ≤ 1.4(p − 1) if p ≥ 1000, due to Borichev, Janakiraman and Volberg [8]. Both these bounds were established with the use of probabilistic methods; more precisely, the proofs rest on certain martingale inequalities of Burkholder [9], [10] (see also Wang [20]) and their appropriate extensions.…”
Section: Introductionmentioning
confidence: 99%
“…Such a type of problems appears in many places in the literature, in the study of other classical operators and objects in harmonic analysis. See e.g., Melas [12], Melas et al [13] and Slavin et al [19] for related problems concerning the dyadic maximal operators; consult Burkholder [3] for related results for martingale transforms and the Haar system on [0, 1]; Vasyunin [22] studied similar questions for A p -weights on the real line; Slavin and Vasyunin [20] investigated similar problems for BMO functions on R; and more. Coming back to (1.3) and the restriction (1.4), we easily see that if Y = |X|, then the lower bound for ||F || L p (T) can be improved.…”
Section: Introductionmentioning
confidence: 99%